I haven't done this before, but my first approach would be to get the name of the target/window via javascript and pass it along to the php script for every request. Upon session initialization, it grabs it and stores it. Then, for each subsequent request, checks to see if they match, if not, output an error message.
Of course, there are some downsides to this: if the user closes the browser window they initially used, they won't be able to access your site until the session reinitizlizes. Either that or they'll have to use a different browser instance.
In the end, you should probably see if you can simply support multiple windows since most users will expect it.